Calibration of Libor Market Model

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Calibration of Libor Market Model

Candy Chiu
Hi,

I looked through the entire code base for the calibration of the Libor (not Swap) market model, and the only place it appeared was under ql/legacy.  Did I miss anything?  I want to experiment with calibrating a Libor market model, similar to the one described in Rebonato's book.

Thanks.
Candy

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